[R] Strange R squared, possible error

Ista Zahn izahn at psych.rochester.edu
Wed Mar 16 21:35:05 CET 2011


Hi Derek,
R^2 doesn't mean the same thing when you omit the intercept, as has
been discussed on this list before. See
http://r.789695.n4.nabble.com/lm-without-intercept-td3312429.html

Best,
Ista

On Wed, Mar 16, 2011 at 3:49 PM, derek <jan.kacaba at gmail.com> wrote:
> k=lm(y~x)
> summary(k)
> returns R^2=0.9994
>
> lm(y~x) is supposed to find coef. a anb b in y=a*x+b
>
> l=lm(y~x+0)
> summary(l)
> returns R^2=0.9998
> lm(y~x+0) is supposed to find coef. a in y=a*x+b while setting b=0
>
> The question is why do I get better R^2, when it should be otherwise?
>
> Im sorry to use the word "MS exel" here, but I verified it in exel and it
> gives:
> R^2=0.9994 when y=a*x+b is used
> R^2=0.99938 when y=a*x+0 is used
>
> --
> View this message in context: http://r.789695.n4.nabble.com/Strange-R-squared-possible-error-tp3382818p3382818.html
> Sent from the R help mailing list archive at Nabble.com.
>
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>



-- 
Ista Zahn
Graduate student
University of Rochester
Department of Clinical and Social Psychology
http://yourpsyche.org



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